Location:
London, Central London, Greater London - United Kingdom
Type:
Permanent
A leading global hedge fund is seeking an experienced
Linear Rates Quantitative Analyst
to join its front-office fixed income team. This is a high-impact role suited to a seasoned professional with a deep understanding of interest rate markets, particularly across
linear OTC products
,
bond curve construction
, and
relative value analytics
.
Key Responsibilities:
Design and maintain high-quality
OTC interest rate curve-building frameworks
, including multi-currency and collateral-aware curves.
Develop and enhance
bond curve models
, including government bond and swap curves, for pricing and risk analytics.
Drive
relative value analytics
across the sovereign and swap space, contributing to idea generation and trade structuring.
Provide
quantitative support
to portfolio managers and traders by delivering bespoke analytics and tools for pricing, scenario analysis, and risk management.
Collaborate with technology and data teams to ensure robust, scalable implementation of models and analytics in production environments.
Required Experience:
Minimum of
10 years' experience
in front-office quant roles within top-tier banks, hedge funds, or asset managers.
Strong background in
linear interest rate products
: government bonds, interest rate swaps, futures, and related derivatives.
Proven track record in
curve building
for both
OTC and bond markets
, including handling of collateral and funding complexities.
Expertise in
fixed income relative value strategies
, particularly across developed markets.
Proficient in
Python and/or C++
, with experience delivering production-quality analytics and tools.
Solid understanding of risk-neutral pricing, term structure modeling, and numerical techniques.
Preferred Qualifications:
Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field.
Strong communication skills and ability to collaborate effectively across trading, quant, and tech teams.
Experience working within a
systematic or discretionary macro trading environment
is a plus.
